+31.9%
ESI vs BIYA
-99.9%
+131.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.7% |
| 7D | -6.6% | -4.1% | -2.6% | -6.6% |
| 30D | -9.8% | -35.5% | +25.7% | -9.6% |
| 3M | -11.9% | -56.3% | +44.4% | -11.6% |
| 6M | -25.1% | -88.7% | +63.6% | -25.4% |
| YTD | +31.9% | -97.0% | +128.8% | +34.5% |
| 1Y | +19.2% | -98.7% | +117.9% | +24.3% |
| All | +31.9% | -99.9% | +131.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling